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<a href="_c_m_a_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno">    1</span><span class="comment">//===========================================================================</span><span class="comment"></span></div>
<div class="line"><a id="l00002" name="l00002"></a><span class="lineno">    2</span><span class="comment">/*!</span></div>
<div class="line"><a id="l00003" name="l00003"></a><span class="lineno">    3</span><span class="comment"> * </span></div>
<div class="line"><a id="l00004" name="l00004"></a><span class="lineno">    4</span><span class="comment"> *</span></div>
<div class="line"><a id="l00005" name="l00005"></a><span class="lineno">    5</span><span class="comment"> * \brief       Implements the most recent version of the non-elitist CMA-ES.</span></div>
<div class="line"><a id="l00006" name="l00006"></a><span class="lineno">    6</span><span class="comment"> * </span></div>
<div class="line"><a id="l00007" name="l00007"></a><span class="lineno">    7</span><span class="comment"> * Hansen, N. The CMA Evolution Startegy: A Tutorial, June 28, 2011</span></div>
<div class="line"><a id="l00008" name="l00008"></a><span class="lineno">    8</span><span class="comment"> * and the eqation numbers refer to this publication (retrieved April 2014).</span></div>
<div class="line"><a id="l00009" name="l00009"></a><span class="lineno">    9</span><span class="comment"> * </span></div>
<div class="line"><a id="l00010" name="l00010"></a><span class="lineno">   10</span><span class="comment"> *</span></div>
<div class="line"><a id="l00011" name="l00011"></a><span class="lineno">   11</span><span class="comment"> * \author      Thomas Voss and Christian Igel</span></div>
<div class="line"><a id="l00012" name="l00012"></a><span class="lineno">   12</span><span class="comment"> * \date        April 2014</span></div>
<div class="line"><a id="l00013" name="l00013"></a><span class="lineno">   13</span><span class="comment"> *</span></div>
<div class="line"><a id="l00014" name="l00014"></a><span class="lineno">   14</span><span class="comment"> * \par Copyright 1995-2017 Shark Development Team</span></div>
<div class="line"><a id="l00015" name="l00015"></a><span class="lineno">   15</span><span class="comment"> * </span></div>
<div class="line"><a id="l00016" name="l00016"></a><span class="lineno">   16</span><span class="comment"> * &lt;BR&gt;&lt;HR&gt;</span></div>
<div class="line"><a id="l00017" name="l00017"></a><span class="lineno">   17</span><span class="comment"> * This file is part of Shark.</span></div>
<div class="line"><a id="l00018" name="l00018"></a><span class="lineno">   18</span><span class="comment"> * &lt;https://shark-ml.github.io/Shark/&gt;</span></div>
<div class="line"><a id="l00019" name="l00019"></a><span class="lineno">   19</span><span class="comment"> * </span></div>
<div class="line"><a id="l00020" name="l00020"></a><span class="lineno">   20</span><span class="comment"> * Shark is free software: you can redistribute it and/or modify</span></div>
<div class="line"><a id="l00021" name="l00021"></a><span class="lineno">   21</span><span class="comment"> * it under the terms of the GNU Lesser General Public License as published </span></div>
<div class="line"><a id="l00022" name="l00022"></a><span class="lineno">   22</span><span class="comment"> * by the Free Software Foundation, either version 3 of the License, or</span></div>
<div class="line"><a id="l00023" name="l00023"></a><span class="lineno">   23</span><span class="comment"> * (at your option) any later version.</span></div>
<div class="line"><a id="l00024" name="l00024"></a><span class="lineno">   24</span><span class="comment"> * </span></div>
<div class="line"><a id="l00025" name="l00025"></a><span class="lineno">   25</span><span class="comment"> * Shark is distributed in the hope that it will be useful,</span></div>
<div class="line"><a id="l00026" name="l00026"></a><span class="lineno">   26</span><span class="comment"> * but WITHOUT ANY WARRANTY; without even the implied warranty of</span></div>
<div class="line"><a id="l00027" name="l00027"></a><span class="lineno">   27</span><span class="comment"> * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the</span></div>
<div class="line"><a id="l00028" name="l00028"></a><span class="lineno">   28</span><span class="comment"> * GNU Lesser General Public License for more details.</span></div>
<div class="line"><a id="l00029" name="l00029"></a><span class="lineno">   29</span><span class="comment"> * </span></div>
<div class="line"><a id="l00030" name="l00030"></a><span class="lineno">   30</span><span class="comment"> * You should have received a copy of the GNU Lesser General Public License</span></div>
<div class="line"><a id="l00031" name="l00031"></a><span class="lineno">   31</span><span class="comment"> * along with Shark.  If not, see &lt;http://www.gnu.org/licenses/&gt;.</span></div>
<div class="line"><a id="l00032" name="l00032"></a><span class="lineno">   32</span><span class="comment"> *</span></div>
<div class="line"><a id="l00033" name="l00033"></a><span class="lineno">   33</span><span class="comment"> */</span></div>
<div class="line"><a id="l00034" name="l00034"></a><span class="lineno">   34</span><span class="comment">//===========================================================================</span></div>
<div class="line"><a id="l00035" name="l00035"></a><span class="lineno">   35</span> </div>
<div class="line"><a id="l00036" name="l00036"></a><span class="lineno">   36</span> </div>
<div class="line"><a id="l00037" name="l00037"></a><span class="lineno">   37</span><span class="preprocessor">#ifndef SHARK_ALGORITHMS_DIRECT_SEARCH_CMA_H</span></div>
<div class="line"><a id="l00038" name="l00038"></a><span class="lineno">   38</span><span class="preprocessor">#define SHARK_ALGORITHMS_DIRECT_SEARCH_CMA_H</span></div>
<div class="line"><a id="l00039" name="l00039"></a><span class="lineno">   39</span> </div>
<div class="line"><a id="l00040" name="l00040"></a><span class="lineno">   40</span><span class="preprocessor">#include &lt;<a class="code" href="_d_l_l_support_8h.html">shark/Core/DLLSupport.h</a>&gt;</span></div>
<div class="line"><a id="l00041" name="l00041"></a><span class="lineno">   41</span><span class="preprocessor">#include &lt;<a class="code" href="_abstract_single_objective_optimizer_8h.html">shark/Algorithms/AbstractSingleObjectiveOptimizer.h</a>&gt;</span></div>
<div class="line"><a id="l00042" name="l00042"></a><span class="lineno">   42</span><span class="preprocessor">#include &lt;<a class="code" href="_multi_variate_normal_distribution_8h.html">shark/Statistics/Distributions/MultiVariateNormalDistribution.h</a>&gt;</span></div>
<div class="line"><a id="l00043" name="l00043"></a><span class="lineno">   43</span><span class="preprocessor">#include &lt;<a class="code" href="_individual_8h.html">shark/Algorithms/DirectSearch/Individual.h</a>&gt;</span></div>
<div class="line"><a id="l00044" name="l00044"></a><span class="lineno">   44</span> </div>
<div class="line"><a id="l00045" name="l00045"></a><span class="lineno">   45</span> </div>
<div class="line"><a id="l00046" name="l00046"></a><span class="lineno">   46</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceshark.html" title="AbstractMultiObjectiveOptimizer.">shark</a> {<span class="comment"></span></div>
<div class="line"><a id="l00047" name="l00047"></a><span class="lineno">   47</span><span class="comment">/// \brief Implements the CMA-ES.</span></div>
<div class="line"><a id="l00048" name="l00048"></a><span class="lineno">   48</span><span class="comment">///</span></div>
<div class="line"><a id="l00049" name="l00049"></a><span class="lineno">   49</span><span class="comment">/// The algorithm is described in</span></div>
<div class="line"><a id="l00050" name="l00050"></a><span class="lineno">   50</span><span class="comment">///</span></div>
<div class="line"><a id="l00051" name="l00051"></a><span class="lineno">   51</span><span class="comment">///  Hansen, N., S. Kern (2004). Evaluating the CMA Evolution Strategy</span></div>
<div class="line"><a id="l00052" name="l00052"></a><span class="lineno">   52</span><span class="comment">///  on Multimodal Test Functions. In Proceedings of the Eighth</span></div>
<div class="line"><a id="l00053" name="l00053"></a><span class="lineno">   53</span><span class="comment">/// International Conference on Parallel Problem Solving from Nature</span></div>
<div class="line"><a id="l00054" name="l00054"></a><span class="lineno">   54</span><span class="comment">/// (PPSN VIII), pp. 282-291, LNCS, Springer-Verlag</span></div>
<div class="line"><a id="l00055" name="l00055"></a><span class="lineno">   55</span><span class="comment">///</span></div>
<div class="line"><a id="l00056" name="l00056"></a><span class="lineno">   56</span><span class="comment">/// For noisy function, noise handling is supported using the</span></div>
<div class="line"><a id="l00057" name="l00057"></a><span class="lineno">   57</span><span class="comment">/// noise level detection algorithm described in</span></div>
<div class="line"><a id="l00058" name="l00058"></a><span class="lineno">   58</span><span class="comment">/// Hansen, N., et al. &quot;A method for handling uncertainty in evolutionary</span></div>
<div class="line"><a id="l00059" name="l00059"></a><span class="lineno">   59</span><span class="comment">/// optimization with an application to feedback control of combustion.&quot; </span></div>
<div class="line"><a id="l00060" name="l00060"></a><span class="lineno">   60</span><span class="comment">/// IEEE Transactions on Evolutionary Computation 13.1 (2009): 180-197.</span></div>
<div class="line"><a id="l00061" name="l00061"></a><span class="lineno">   61</span><span class="comment">/// Our implementation varies in small details, e.g. instead of the average rank</span></div>
<div class="line"><a id="l00062" name="l00062"></a><span class="lineno">   62</span><span class="comment">/// the rank of the average function value is used for updating the strategy parameters</span></div>
<div class="line"><a id="l00063" name="l00063"></a><span class="lineno">   63</span><span class="comment">/// which ensures asymptotic unbiasedness. We further do not have an upper bound on</span></div>
<div class="line"><a id="l00064" name="l00064"></a><span class="lineno">   64</span><span class="comment">/// the number of reevaluations for the same reason.</span></div>
<div class="line"><a id="l00065" name="l00065"></a><span class="lineno">   65</span><span class="comment">/// \ingroup singledirect</span></div>
<div class="foldopen" id="foldopen00066" data-start="{" data-end="};">
<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html">   66</a></span><span class="comment"></span><span class="keyword">class </span><a class="code hl_class" href="classshark_1_1_c_m_a.html" title="Implements the CMA-ES.">CMA</a> : <span class="keyword">public</span> <a class="code hl_class" href="classshark_1_1_abstract_single_objective_optimizer.html" title="Base class for all single objective optimizer.">AbstractSingleObjectiveOptimizer</a>&lt;RealVector &gt;</div>
<div class="line"><a id="l00067" name="l00067"></a><span class="lineno">   67</span>{</div>
<div class="line"><a id="l00068" name="l00068"></a><span class="lineno">   68</span><span class="keyword">public</span>:<span class="comment"></span></div>
<div class="line"><a id="l00069" name="l00069"></a><span class="lineno">   69</span><span class="comment">    /// \brief Models the recombination type.</span></div>
<div class="foldopen" id="foldopen00070" data-start="{" data-end="};">
<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#aafbd8e245dd9f8aad0e0e597557c9eb3">   70</a></span><span class="comment"></span>    <span class="keyword">enum</span> <a class="code hl_enumeration" href="classshark_1_1_c_m_a.html#aafbd8e245dd9f8aad0e0e597557c9eb3" title="Models the recombination type.">RecombinationType</a> {</div>
<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#aafbd8e245dd9f8aad0e0e597557c9eb3addcb82a4284c2072d046f6f6c5ae354d">   71</a></span>        <a class="code hl_enumvalue" href="classshark_1_1_c_m_a.html#aafbd8e245dd9f8aad0e0e597557c9eb3addcb82a4284c2072d046f6f6c5ae354d">EQUAL</a> = 0,</div>
<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#aafbd8e245dd9f8aad0e0e597557c9eb3a8b5ed54ee62cc5823b177633b76c376c">   72</a></span>        <a class="code hl_enumvalue" href="classshark_1_1_c_m_a.html#aafbd8e245dd9f8aad0e0e597557c9eb3a8b5ed54ee62cc5823b177633b76c376c">LINEAR</a> = 1,</div>
<div class="line"><a id="l00073" name="l00073"></a><span class="lineno">   73</span>        <a class="code hl_enumvalue" href="classshark_1_1_c_m_a.html#aafbd8e245dd9f8aad0e0e597557c9eb3a791798e0145d16d584a2bbb7d2deddb7">SUPERLINEAR</a> = 2</div>
<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#aafbd8e245dd9f8aad0e0e597557c9eb3a791798e0145d16d584a2bbb7d2deddb7">   74</a></span>    };</div>
</div>
<div class="line"><a id="l00075" name="l00075"></a><span class="lineno">   75</span><span class="comment"></span> </div>
<div class="line"><a id="l00076" name="l00076"></a><span class="lineno">   76</span><span class="comment">    /// \brief Default c&#39;tor.</span></div>
<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a87ad8d08471b5488311a53c5f0a07594">   77</a></span><span class="comment"></span>    <a class="code hl_define" href="_d_l_l_support_8h.html#a54b73283f7f70b27fbd8ac5d4621827f" title="Defines SHARK_COMPILE_DLL.">SHARK_EXPORT_SYMBOL</a> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a87ad8d08471b5488311a53c5f0a07594" title="Default c&#39;tor.">CMA</a>(random::rng_type&amp; rng = <a class="code hl_variable" href="namespaceshark_1_1random.html#ab5c1547eee483974d008d43f621a2234">random::globalRng</a>);</div>
<div class="line"><a id="l00078" name="l00078"></a><span class="lineno">   78</span><span class="comment"></span> </div>
<div class="line"><a id="l00079" name="l00079"></a><span class="lineno">   79</span><span class="comment">    /// \brief From INameable: return the class name.</span></div>
<div class="foldopen" id="foldopen00080" data-start="{" data-end="}">
<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a5552a900fb20cb35af9103467796e18e">   80</a></span><span class="comment"></span>    std::string <a class="code hl_function" href="classshark_1_1_c_m_a.html#a5552a900fb20cb35af9103467796e18e" title="From INameable: return the class name.">name</a>()<span class="keyword"> const</span></div>
<div class="line"><a id="l00081" name="l00081"></a><span class="lineno">   81</span><span class="keyword">    </span>{ <span class="keywordflow">return</span> <span class="stringliteral">&quot;CMA-ES&quot;</span>; }</div>
</div>
<div class="line"><a id="l00082" name="l00082"></a><span class="lineno">   82</span><span class="comment"></span> </div>
<div class="line"><a id="l00083" name="l00083"></a><span class="lineno">   83</span><span class="comment">    /// \brief Calculates lambda for the supplied dimensionality n.</span></div>
<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#afc7fa629a06f22c0f1cb09ca8c7cedd2">   84</a></span><span class="comment"></span>    <a class="code hl_define" href="_d_l_l_support_8h.html#a54b73283f7f70b27fbd8ac5d4621827f" title="Defines SHARK_COMPILE_DLL.">SHARK_EXPORT_SYMBOL</a> <span class="keyword">static</span> std::size_t <a class="code hl_function" href="classshark_1_1_c_m_a.html#afc7fa629a06f22c0f1cb09ca8c7cedd2" title="Calculates lambda for the supplied dimensionality n.">suggestLambda</a>( std::size_t dimension ) ;</div>
<div class="line"><a id="l00085" name="l00085"></a><span class="lineno">   85</span><span class="comment"></span> </div>
<div class="line"><a id="l00086" name="l00086"></a><span class="lineno">   86</span><span class="comment">    /// \brief Calculates mu for the supplied lambda and the recombination strategy.</span></div>
<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#aa4b806974a96ecb62991bd8b5f88ae69">   87</a></span><span class="comment"></span>    <a class="code hl_define" href="_d_l_l_support_8h.html#a54b73283f7f70b27fbd8ac5d4621827f" title="Defines SHARK_COMPILE_DLL.">SHARK_EXPORT_SYMBOL</a> <span class="keyword">static</span> std::size_t <a class="code hl_function" href="classshark_1_1_c_m_a.html#aa4b806974a96ecb62991bd8b5f88ae69" title="Calculates mu for the supplied lambda and the recombination strategy.">suggestMu</a>( std::size_t <a class="code hl_function" href="classshark_1_1_c_m_a.html#a7beed1a597007c62fe9e397c5e6ea6f6" title="Returns a immutable reference to the size of the offspring population .">lambda</a>, <a class="code hl_enumeration" href="classshark_1_1_c_m_a.html#aafbd8e245dd9f8aad0e0e597557c9eb3" title="Models the recombination type.">RecombinationType</a> recomb = <a class="code hl_enumvalue" href="classshark_1_1_c_m_a.html#aafbd8e245dd9f8aad0e0e597557c9eb3a791798e0145d16d584a2bbb7d2deddb7">SUPERLINEAR</a> ) ;</div>
<div class="line"><a id="l00088" name="l00088"></a><span class="lineno">   88</span> </div>
<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#af043e55b471f98e30cf86e00349ddb5b">   89</a></span>    <a class="code hl_define" href="_d_l_l_support_8h.html#a54b73283f7f70b27fbd8ac5d4621827f" title="Defines SHARK_COMPILE_DLL.">SHARK_EXPORT_SYMBOL</a> <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#af043e55b471f98e30cf86e00349ddb5b" title="Read the component from the supplied archive.">read</a>( <a class="code hl_typedef" href="namespaceshark.html#ada68729491840669e47c8ad42282424f" title="Type of an archive to read from.">InArchive</a> &amp; archive );</div>
<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a69554923b2647c1eddf0aa3ca5a1ab53">   90</a></span>    <a class="code hl_define" href="_d_l_l_support_8h.html#a54b73283f7f70b27fbd8ac5d4621827f" title="Defines SHARK_COMPILE_DLL.">SHARK_EXPORT_SYMBOL</a> <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a69554923b2647c1eddf0aa3ca5a1ab53" title="Write the component to the supplied archive.">write</a>( <a class="code hl_typedef" href="namespaceshark.html#af4f8eb8e9618f5236b71bbcb12b8a524" title="Type of an archive to write to.">OutArchive</a> &amp; archive ) <span class="keyword">const</span>;</div>
<div class="line"><a id="l00091" name="l00091"></a><span class="lineno">   91</span> </div>
<div class="line"><a id="l00092" name="l00092"></a><span class="lineno">   92</span>    <span class="keyword">using </span><a class="code hl_class" href="classshark_1_1_abstract_single_objective_optimizer.html" title="Base class for all single objective optimizer.">AbstractSingleObjectiveOptimizer</a>&lt;RealVector &gt;<a class="code hl_function" href="classshark_1_1_c_m_a.html#a28cc4e5f5429c3a6c1b650c1f75e76db" title="Initializes the algorithm for the supplied objective function.">::init</a>;<span class="comment"></span></div>
<div class="line"><a id="l00093" name="l00093"></a><span class="lineno">   93</span><span class="comment">    /// \brief Initializes the algorithm for the supplied objective function.</span></div>
<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a28cc4e5f5429c3a6c1b650c1f75e76db">   94</a></span><span class="comment"></span>    <a class="code hl_define" href="_d_l_l_support_8h.html#a54b73283f7f70b27fbd8ac5d4621827f" title="Defines SHARK_COMPILE_DLL.">SHARK_EXPORT_SYMBOL</a> <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a28cc4e5f5429c3a6c1b650c1f75e76db" title="Initializes the algorithm for the supplied objective function.">init</a>( <a class="code hl_typedef" href="classshark_1_1_abstract_single_objective_optimizer.html#aa4c05609c54d7ebc99d099e7dd6e228f">ObjectiveFunctionType</a> <span class="keyword">const</span>&amp; function, <a class="code hl_typedef" href="classshark_1_1_abstract_single_objective_optimizer.html#a85f0d04fdfb094dba4dc80b1fb5e3adb">SearchPointType</a> <span class="keyword">const</span>&amp; p);</div>
<div class="line"><a id="l00095" name="l00095"></a><span class="lineno">   95</span><span class="comment"></span> </div>
<div class="line"><a id="l00096" name="l00096"></a><span class="lineno">   96</span><span class="comment">    /// \brief Initializes the algorithm for the supplied objective function.</span></div>
<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a6de4377a5bdc84947c86d0394be08179">   97</a></span><span class="comment"></span>    <a class="code hl_define" href="_d_l_l_support_8h.html#a54b73283f7f70b27fbd8ac5d4621827f" title="Defines SHARK_COMPILE_DLL.">SHARK_EXPORT_SYMBOL</a> <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a6de4377a5bdc84947c86d0394be08179" title="Initializes the algorithm for the supplied objective function.">init</a>( </div>
<div class="line"><a id="l00098" name="l00098"></a><span class="lineno">   98</span>        <a class="code hl_typedef" href="classshark_1_1_abstract_single_objective_optimizer.html#aa4c05609c54d7ebc99d099e7dd6e228f">ObjectiveFunctionType</a> <span class="keyword">const</span>&amp; function, </div>
<div class="line"><a id="l00099" name="l00099"></a><span class="lineno">   99</span>        <a class="code hl_typedef" href="classshark_1_1_abstract_single_objective_optimizer.html#a85f0d04fdfb094dba4dc80b1fb5e3adb">SearchPointType</a> <span class="keyword">const</span>&amp; initialSearchPoint,</div>
<div class="line"><a id="l00100" name="l00100"></a><span class="lineno">  100</span>        std::size_t <a class="code hl_function" href="classshark_1_1_c_m_a.html#a7beed1a597007c62fe9e397c5e6ea6f6" title="Returns a immutable reference to the size of the offspring population .">lambda</a>,</div>
<div class="line"><a id="l00101" name="l00101"></a><span class="lineno">  101</span>        std::size_t <a class="code hl_function" href="classshark_1_1_c_m_a.html#a5c5cd3173b9aef38c6e113517bd8b3d6" title="Returns the size of the parent population .">mu</a>,</div>
<div class="line"><a id="l00102" name="l00102"></a><span class="lineno">  102</span>        <span class="keywordtype">double</span> initialSigma,                       </div>
<div class="line"><a id="l00103" name="l00103"></a><span class="lineno">  103</span>        <span class="keyword">const</span> boost::optional&lt; RealMatrix &gt; &amp; initialCovarianceMatrix = boost::optional&lt; RealMatrix &gt;()</div>
<div class="line"><a id="l00104" name="l00104"></a><span class="lineno">  104</span>    );</div>
<div class="line"><a id="l00105" name="l00105"></a><span class="lineno">  105</span><span class="comment"></span> </div>
<div class="line"><a id="l00106" name="l00106"></a><span class="lineno">  106</span><span class="comment">    /// \brief Executes one iteration of the algorithm.</span></div>
<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a4aa0ce8e2e580d20c5a99e5723e974b1">  107</a></span><span class="comment"></span>    <a class="code hl_define" href="_d_l_l_support_8h.html#a54b73283f7f70b27fbd8ac5d4621827f" title="Defines SHARK_COMPILE_DLL.">SHARK_EXPORT_SYMBOL</a> <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a4aa0ce8e2e580d20c5a99e5723e974b1" title="Executes one iteration of the algorithm.">step</a>(<a class="code hl_typedef" href="classshark_1_1_abstract_single_objective_optimizer.html#aa4c05609c54d7ebc99d099e7dd6e228f">ObjectiveFunctionType</a> <span class="keyword">const</span>&amp; function);</div>
<div class="line"><a id="l00108" name="l00108"></a><span class="lineno">  108</span>    <span class="comment"></span></div>
<div class="line"><a id="l00109" name="l00109"></a><span class="lineno">  109</span><span class="comment">    /// \brief sets the initial step length sigma</span></div>
<div class="line"><a id="l00110" name="l00110"></a><span class="lineno">  110</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00111" name="l00111"></a><span class="lineno">  111</span><span class="comment">    /// It is by default &lt;=0 which means that sigma =1/sqrt(numVariables)</span></div>
<div class="foldopen" id="foldopen00112" data-start="{" data-end="}">
<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a292d0d4952eb924db23f028fa2f9135d">  112</a></span><span class="comment"></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a292d0d4952eb924db23f028fa2f9135d" title="sets the initial step length sigma">setInitialSigma</a>(<span class="keywordtype">double</span> initSigma){</div>
<div class="line"><a id="l00113" name="l00113"></a><span class="lineno">  113</span>        m_initSigma = initSigma;</div>
<div class="line"><a id="l00114" name="l00114"></a><span class="lineno">  114</span>    }</div>
</div>
<div class="line"><a id="l00115" name="l00115"></a><span class="lineno">  115</span><span class="comment"></span> </div>
<div class="line"><a id="l00116" name="l00116"></a><span class="lineno">  116</span><span class="comment">    /// \brief Accesses the current step size.</span></div>
<div class="foldopen" id="foldopen00117" data-start="{" data-end="}">
<div class="line"><a id="l00117" name="l00117"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a65bdf7e58529550129e284b9dc4d55a3">  117</a></span><span class="comment"></span>    <span class="keywordtype">double</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a65bdf7e58529550129e284b9dc4d55a3" title="Accesses the current step size.">sigma</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a id="l00118" name="l00118"></a><span class="lineno">  118</span>        <span class="keywordflow">return</span> m_sigma;</div>
<div class="line"><a id="l00119" name="l00119"></a><span class="lineno">  119</span>    }</div>
</div>
<div class="line"><a id="l00120" name="l00120"></a><span class="lineno">  120</span><span class="comment"></span> </div>
<div class="line"><a id="l00121" name="l00121"></a><span class="lineno">  121</span><span class="comment">    /// \brief Accesses the current population mean. </span></div>
<div class="foldopen" id="foldopen00122" data-start="{" data-end="}">
<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#ae078f86fe38152ef21788d97878dc959">  122</a></span><span class="comment"></span>    RealVector <span class="keyword">const</span>&amp; <a class="code hl_function" href="classshark_1_1_c_m_a.html#ae078f86fe38152ef21788d97878dc959" title="Accesses the current population mean.">mean</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a id="l00123" name="l00123"></a><span class="lineno">  123</span>        <span class="keywordflow">return</span> m_mean;</div>
<div class="line"><a id="l00124" name="l00124"></a><span class="lineno">  124</span>    }</div>
</div>
<div class="line"><a id="l00125" name="l00125"></a><span class="lineno">  125</span><span class="comment"></span> </div>
<div class="line"><a id="l00126" name="l00126"></a><span class="lineno">  126</span><span class="comment">    /// \brief Accesses the current weighting vector.</span></div>
<div class="foldopen" id="foldopen00127" data-start="{" data-end="}">
<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#abe589b2e99897da15278127267247ac8">  127</a></span><span class="comment"></span>    RealVector <span class="keyword">const</span>&amp; <a class="code hl_function" href="classshark_1_1_c_m_a.html#abe589b2e99897da15278127267247ac8" title="Accesses the current weighting vector.">weights</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a id="l00128" name="l00128"></a><span class="lineno">  128</span>        <span class="keywordflow">return</span> m_weights;</div>
<div class="line"><a id="l00129" name="l00129"></a><span class="lineno">  129</span>    }</div>
</div>
<div class="line"><a id="l00130" name="l00130"></a><span class="lineno">  130</span><span class="comment"></span> </div>
<div class="line"><a id="l00131" name="l00131"></a><span class="lineno">  131</span><span class="comment">    /// \brief Accesses the evolution path for the covariance matrix update.</span></div>
<div class="foldopen" id="foldopen00132" data-start="{" data-end="}">
<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#ad70e86120d062d0a79b11e4830586655">  132</a></span><span class="comment"></span>    RealVector <span class="keyword">const</span>&amp; <a class="code hl_function" href="classshark_1_1_c_m_a.html#ad70e86120d062d0a79b11e4830586655" title="Accesses the evolution path for the covariance matrix update.">evolutionPath</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a id="l00133" name="l00133"></a><span class="lineno">  133</span>        <span class="keywordflow">return</span> m_evolutionPathC;</div>
<div class="line"><a id="l00134" name="l00134"></a><span class="lineno">  134</span>    }</div>
</div>
<div class="line"><a id="l00135" name="l00135"></a><span class="lineno">  135</span><span class="comment"></span> </div>
<div class="line"><a id="l00136" name="l00136"></a><span class="lineno">  136</span><span class="comment">    /// \brief Accesses the evolution path for the step size update.</span></div>
<div class="foldopen" id="foldopen00137" data-start="{" data-end="}">
<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a441e3888a8ec95f696cc49bd5f3c5a36">  137</a></span><span class="comment"></span>    RealVector <span class="keyword">const</span>&amp; <a class="code hl_function" href="classshark_1_1_c_m_a.html#a441e3888a8ec95f696cc49bd5f3c5a36" title="Accesses the evolution path for the step size update.">evolutionPathSigma</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a id="l00138" name="l00138"></a><span class="lineno">  138</span>        <span class="keywordflow">return</span> m_evolutionPathSigma;</div>
<div class="line"><a id="l00139" name="l00139"></a><span class="lineno">  139</span>    }</div>
</div>
<div class="line"><a id="l00140" name="l00140"></a><span class="lineno">  140</span><span class="comment"></span> </div>
<div class="line"><a id="l00141" name="l00141"></a><span class="lineno">  141</span><span class="comment">    /// \brief Accesses the covariance matrix of the normal distribution used for generating offspring individuals.</span></div>
<div class="foldopen" id="foldopen00142" data-start="{" data-end="}">
<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a2fe67c78f272defd3e468d0eeaa1a553">  142</a></span><span class="comment"></span>    RealMatrix <span class="keyword">const</span>&amp; <a class="code hl_function" href="classshark_1_1_c_m_a.html#a2fe67c78f272defd3e468d0eeaa1a553" title="Accesses the covariance matrix of the normal distribution used for generating offspring individuals.">covarianceMatrix</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a id="l00143" name="l00143"></a><span class="lineno">  143</span>        <span class="keywordflow">return</span> m_mutationDistribution.<a class="code hl_function" href="classshark_1_1_multi_variate_normal_distribution.html#ab2f0af22ae2978225f6990f2abc01079" title="Accesses the covariance matrix defining the distribution.">covarianceMatrix</a>();</div>
<div class="line"><a id="l00144" name="l00144"></a><span class="lineno">  144</span>    }</div>
</div>
<div class="line"><a id="l00145" name="l00145"></a><span class="lineno">  145</span><span class="comment"></span> </div>
<div class="line"><a id="l00146" name="l00146"></a><span class="lineno">  146</span><span class="comment">    /// \brief Accesses the recombination type.</span></div>
<div class="foldopen" id="foldopen00147" data-start="{" data-end="}">
<div class="line"><a id="l00147" name="l00147"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a013cafb7bc9296b5a07e8f400be1d538">  147</a></span><span class="comment"></span>    <a class="code hl_enumeration" href="classshark_1_1_c_m_a.html#aafbd8e245dd9f8aad0e0e597557c9eb3" title="Models the recombination type.">RecombinationType</a> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a013cafb7bc9296b5a07e8f400be1d538" title="Accesses the recombination type.">recombinationType</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a id="l00148" name="l00148"></a><span class="lineno">  148</span>        <span class="keywordflow">return</span> m_recombinationType;</div>
<div class="line"><a id="l00149" name="l00149"></a><span class="lineno">  149</span>    }</div>
</div>
<div class="line"><a id="l00150" name="l00150"></a><span class="lineno">  150</span><span class="comment"></span> </div>
<div class="line"><a id="l00151" name="l00151"></a><span class="lineno">  151</span><span class="comment">    ///\brief Returns a mutable reference to the recombination type.</span></div>
<div class="foldopen" id="foldopen00152" data-start="{" data-end="}">
<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a348c6dfe6ac26b96e895e0cd4548883b">  152</a></span><span class="comment"></span>    <a class="code hl_enumeration" href="classshark_1_1_c_m_a.html#aafbd8e245dd9f8aad0e0e597557c9eb3" title="Models the recombination type.">RecombinationType</a> &amp; <a class="code hl_function" href="classshark_1_1_c_m_a.html#a348c6dfe6ac26b96e895e0cd4548883b" title="Returns a mutable reference to the recombination type.">recombinationType</a>() {</div>
<div class="line"><a id="l00153" name="l00153"></a><span class="lineno">  153</span>        <span class="keywordflow">return</span> m_recombinationType;</div>
<div class="line"><a id="l00154" name="l00154"></a><span class="lineno">  154</span>    }</div>
</div>
<div class="line"><a id="l00155" name="l00155"></a><span class="lineno">  155</span><span class="comment"></span> </div>
<div class="line"><a id="l00156" name="l00156"></a><span class="lineno">  156</span><span class="comment">    ///\brief Returns a const reference to the lower bound on sigma times smalles eigenvalue.</span></div>
<div class="foldopen" id="foldopen00157" data-start="{" data-end="}">
<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a67da4539c2b2e375f2c308c190fc5b4f">  157</a></span><span class="comment"></span>    <span class="keyword">const</span> <span class="keywordtype">double</span> &amp; <a class="code hl_function" href="classshark_1_1_c_m_a.html#a67da4539c2b2e375f2c308c190fc5b4f" title="Returns a const reference to the lower bound on sigma times smalles eigenvalue.">lowerBound</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a id="l00158" name="l00158"></a><span class="lineno">  158</span>        <span class="keywordflow">return</span> m_lowerBound;</div>
<div class="line"><a id="l00159" name="l00159"></a><span class="lineno">  159</span>    }</div>
</div>
<div class="line"><a id="l00160" name="l00160"></a><span class="lineno">  160</span><span class="comment"></span> </div>
<div class="line"><a id="l00161" name="l00161"></a><span class="lineno">  161</span><span class="comment">    ///\brief Set the lower bound on sigma times smalles eigenvalue.</span></div>
<div class="foldopen" id="foldopen00162" data-start="{" data-end="}">
<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a2f4512c82509097dfbb327971032c49f">  162</a></span><span class="comment"></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a2f4512c82509097dfbb327971032c49f" title="Set the lower bound on sigma times smalles eigenvalue.">setLowerBound</a>(<span class="keywordtype">double</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a67da4539c2b2e375f2c308c190fc5b4f" title="Returns a const reference to the lower bound on sigma times smalles eigenvalue.">lowerBound</a>) {</div>
<div class="line"><a id="l00163" name="l00163"></a><span class="lineno">  163</span>        m_lowerBound = <a class="code hl_function" href="classshark_1_1_c_m_a.html#a67da4539c2b2e375f2c308c190fc5b4f" title="Returns a const reference to the lower bound on sigma times smalles eigenvalue.">lowerBound</a>;</div>
<div class="line"><a id="l00164" name="l00164"></a><span class="lineno">  164</span>    }</div>
</div>
<div class="line"><a id="l00165" name="l00165"></a><span class="lineno">  165</span><span class="comment"></span> </div>
<div class="line"><a id="l00166" name="l00166"></a><span class="lineno">  166</span><span class="comment">    /// \brief Returns the size of the parent population \f$\mu\f$.</span></div>
<div class="foldopen" id="foldopen00167" data-start="{" data-end="}">
<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a5c5cd3173b9aef38c6e113517bd8b3d6">  167</a></span><span class="comment"></span>    std::size_t <a class="code hl_function" href="classshark_1_1_c_m_a.html#a5c5cd3173b9aef38c6e113517bd8b3d6" title="Returns the size of the parent population .">mu</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a id="l00168" name="l00168"></a><span class="lineno">  168</span>        <span class="keywordflow">return</span> m_mu;</div>
<div class="line"><a id="l00169" name="l00169"></a><span class="lineno">  169</span>    }</div>
</div>
<div class="line"><a id="l00170" name="l00170"></a><span class="lineno">  170</span>    <span class="comment"></span></div>
<div class="line"><a id="l00171" name="l00171"></a><span class="lineno">  171</span><span class="comment">    /// \brief Sets the number of selected samples</span></div>
<div class="foldopen" id="foldopen00172" data-start="{" data-end="}">
<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#aad3d3aa0509567312d63c4a42fa90812">  172</a></span><span class="comment"></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#aad3d3aa0509567312d63c4a42fa90812" title="Sets the number of selected samples.">setMu</a>(std::size_t <a class="code hl_function" href="classshark_1_1_c_m_a.html#a5c5cd3173b9aef38c6e113517bd8b3d6" title="Returns the size of the parent population .">mu</a>){</div>
<div class="line"><a id="l00173" name="l00173"></a><span class="lineno">  173</span>        m_mu = <a class="code hl_function" href="classshark_1_1_c_m_a.html#a5c5cd3173b9aef38c6e113517bd8b3d6" title="Returns the size of the parent population .">mu</a>;</div>
<div class="line"><a id="l00174" name="l00174"></a><span class="lineno">  174</span>        m_userSetMu = <span class="keyword">true</span>;</div>
<div class="line"><a id="l00175" name="l00175"></a><span class="lineno">  175</span>    }<span class="comment"></span></div>
</div>
<div class="line"><a id="l00176" name="l00176"></a><span class="lineno">  176</span><span class="comment">    /// \brief Sets the number of sampled points</span></div>
<div class="foldopen" id="foldopen00177" data-start="{" data-end="}">
<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a2204984f1f5de901f4c69c64a51fb765">  177</a></span><span class="comment"></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a2204984f1f5de901f4c69c64a51fb765" title="Sets the number of sampled points.">setLambda</a>(std::size_t <a class="code hl_function" href="classshark_1_1_c_m_a.html#a7beed1a597007c62fe9e397c5e6ea6f6" title="Returns a immutable reference to the size of the offspring population .">lambda</a>){</div>
<div class="line"><a id="l00178" name="l00178"></a><span class="lineno">  178</span>        m_lambda = <a class="code hl_function" href="classshark_1_1_c_m_a.html#a7beed1a597007c62fe9e397c5e6ea6f6" title="Returns a immutable reference to the size of the offspring population .">lambda</a>;</div>
<div class="line"><a id="l00179" name="l00179"></a><span class="lineno">  179</span>        m_userSetLambda = <span class="keyword">true</span>;</div>
<div class="line"><a id="l00180" name="l00180"></a><span class="lineno">  180</span>    }</div>
</div>
<div class="line"><a id="l00181" name="l00181"></a><span class="lineno">  181</span>    <span class="comment"></span></div>
<div class="line"><a id="l00182" name="l00182"></a><span class="lineno">  182</span><span class="comment">    ///\brief Returns a immutable reference to the size of the offspring population \f$\mu\f$.</span></div>
<div class="foldopen" id="foldopen00183" data-start="{" data-end="}">
<div class="line"><a id="l00183" name="l00183"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a7beed1a597007c62fe9e397c5e6ea6f6">  183</a></span><span class="comment"></span>    std::size_t <a class="code hl_function" href="classshark_1_1_c_m_a.html#a7beed1a597007c62fe9e397c5e6ea6f6" title="Returns a immutable reference to the size of the offspring population .">lambda</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00184" name="l00184"></a><span class="lineno">  184</span>        <span class="keywordflow">return</span> m_lambda;</div>
<div class="line"><a id="l00185" name="l00185"></a><span class="lineno">  185</span>    }</div>
</div>
<div class="line"><a id="l00186" name="l00186"></a><span class="lineno">  186</span><span class="comment"></span> </div>
<div class="line"><a id="l00187" name="l00187"></a><span class="lineno">  187</span><span class="comment">    /// \brief Returns eigenvectors of covariance matrix (not considering step size)</span></div>
<div class="foldopen" id="foldopen00188" data-start="{" data-end="}">
<div class="line"><a id="l00188" name="l00188"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a258efdafafccec607bd09eaebd9955cc">  188</a></span><span class="comment"></span>    RealMatrix <span class="keyword">const</span>&amp; <a class="code hl_function" href="classshark_1_1_c_m_a.html#a258efdafafccec607bd09eaebd9955cc" title="Returns eigenvectors of covariance matrix (not considering step size)">eigenVectors</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a id="l00189" name="l00189"></a><span class="lineno">  189</span>        <span class="keywordflow">return</span> m_mutationDistribution.<a class="code hl_function" href="classshark_1_1_multi_variate_normal_distribution.html#aa1a79af05867366d0ca300825a29a87a" title="Accesses an immutable reference to the eigenvectors of the covariance matrix.">eigenVectors</a>();</div>
<div class="line"><a id="l00190" name="l00190"></a><span class="lineno">  190</span>    }</div>
</div>
<div class="line"><a id="l00191" name="l00191"></a><span class="lineno">  191</span><span class="comment"></span> </div>
<div class="line"><a id="l00192" name="l00192"></a><span class="lineno">  192</span><span class="comment">    ///\brief Returns a eigenvectors of covariance matrix (not considering step size)</span></div>
<div class="foldopen" id="foldopen00193" data-start="{" data-end="}">
<div class="line"><a id="l00193" name="l00193"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a6735aa83880d1be9675f24dea483f665">  193</a></span><span class="comment"></span>    RealVector <span class="keyword">const</span>&amp; <a class="code hl_function" href="classshark_1_1_c_m_a.html#a6735aa83880d1be9675f24dea483f665" title="Returns a eigenvectors of covariance matrix (not considering step size)">eigenValues</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a id="l00194" name="l00194"></a><span class="lineno">  194</span>        <span class="keywordflow">return</span> m_mutationDistribution.<a class="code hl_function" href="classshark_1_1_multi_variate_normal_distribution.html#a304ff217e3a7ad935387e7a92b67546e" title="Accesses an immutable reference to the eigenvalues of the covariance matrix.">eigenValues</a>();</div>
<div class="line"><a id="l00195" name="l00195"></a><span class="lineno">  195</span>    }</div>
</div>
<div class="line"><a id="l00196" name="l00196"></a><span class="lineno">  196</span><span class="comment"></span> </div>
<div class="line"><a id="l00197" name="l00197"></a><span class="lineno">  197</span><span class="comment">    ///\brief Returns condition of covariance matrix</span></div>
<div class="foldopen" id="foldopen00198" data-start="{" data-end="}">
<div class="line"><a id="l00198" name="l00198"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a7a80596955e5d064cc8e6f2a69498c5e">  198</a></span><span class="comment"></span>    <span class="keywordtype">double</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a7a80596955e5d064cc8e6f2a69498c5e" title="Returns condition of covariance matrix.">condition</a>()<span class="keyword"> const </span>{</div>
<div class="line"><a id="l00199" name="l00199"></a><span class="lineno">  199</span>        RealVector <span class="keyword">const</span>&amp; <a class="code hl_function" href="classshark_1_1_c_m_a.html#a6735aa83880d1be9675f24dea483f665" title="Returns a eigenvectors of covariance matrix (not considering step size)">eigenValues</a> = m_mutationDistribution.<a class="code hl_function" href="classshark_1_1_multi_variate_normal_distribution.html#a304ff217e3a7ad935387e7a92b67546e" title="Accesses an immutable reference to the eigenvalues of the covariance matrix.">eigenValues</a>();</div>
<div class="line"><a id="l00200" name="l00200"></a><span class="lineno">  200</span>        <span class="keywordflow">return</span> max(<a class="code hl_function" href="classshark_1_1_c_m_a.html#a6735aa83880d1be9675f24dea483f665" title="Returns a eigenvectors of covariance matrix (not considering step size)">eigenValues</a>)/min(<a class="code hl_function" href="classshark_1_1_c_m_a.html#a6735aa83880d1be9675f24dea483f665" title="Returns a eigenvectors of covariance matrix (not considering step size)">eigenValues</a>); </div>
<div class="line"><a id="l00201" name="l00201"></a><span class="lineno">  201</span>    }</div>
</div>
<div class="line"><a id="l00202" name="l00202"></a><span class="lineno">  202</span>    <span class="comment"></span></div>
<div class="line"><a id="l00203" name="l00203"></a><span class="lineno">  203</span><span class="comment">    ///\brief Returns how often a point is evaluated </span></div>
<div class="foldopen" id="foldopen00204" data-start="{" data-end="}">
<div class="line"><a id="l00204" name="l00204"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a217a3a2c532ba6f3adfe58bb13b8de44">  204</a></span><span class="comment"></span>    std::size_t <a class="code hl_function" href="classshark_1_1_c_m_a.html#a217a3a2c532ba6f3adfe58bb13b8de44" title="Returns how often a point is evaluated.">numberOfEvaluations</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00205" name="l00205"></a><span class="lineno">  205</span>        <span class="keywordflow">return</span> m_numEvaluations;</div>
<div class="line"><a id="l00206" name="l00206"></a><span class="lineno">  206</span>    }</div>
</div>
<div class="line"><a id="l00207" name="l00207"></a><span class="lineno">  207</span> </div>
<div class="line"><a id="l00208" name="l00208"></a><span class="lineno">  208</span> </div>
<div class="line"><a id="l00209" name="l00209"></a><span class="lineno">  209</span><span class="keyword">protected</span>:<span class="comment"></span></div>
<div class="line"><a id="l00210" name="l00210"></a><span class="lineno">  210</span><span class="comment">    /// \brief The type of individual used for the CMA</span></div>
<div class="line"><a id="l00211" name="l00211"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a2544cd9f49fe9579d351e2689e3bd96f">  211</a></span><span class="comment"></span>    <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_individual.html" title="Individual is a simple templated class modelling an individual that acts as a candidate solution in a...">Individual&lt;RealVector, double, RealVector&gt;</a> <a class="code hl_typedef" href="classshark_1_1_c_m_a.html#a2544cd9f49fe9579d351e2689e3bd96f" title="The type of individual used for the CMA.">IndividualType</a>;</div>
<div class="line"><a id="l00212" name="l00212"></a><span class="lineno">  212</span>    <span class="comment"></span></div>
<div class="line"><a id="l00213" name="l00213"></a><span class="lineno">  213</span><span class="comment">    /// \brief Samples lambda individuals from the search distribution  </span></div>
<div class="line"><a id="l00214" name="l00214"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a6013d0aa09665a3ed034ddc06be7f6cf">  214</a></span><span class="comment"></span>    <a class="code hl_define" href="_d_l_l_support_8h.html#a54b73283f7f70b27fbd8ac5d4621827f" title="Defines SHARK_COMPILE_DLL.">SHARK_EXPORT_SYMBOL</a> std::vector&lt;IndividualType&gt; <a class="code hl_function" href="classshark_1_1_c_m_a.html#a6013d0aa09665a3ed034ddc06be7f6cf" title="Samples lambda individuals from the search distribution">generateOffspring</a>( ) <span class="keyword">const</span>;</div>
<div class="line"><a id="l00215" name="l00215"></a><span class="lineno">  215</span><span class="comment"></span> </div>
<div class="line"><a id="l00216" name="l00216"></a><span class="lineno">  216</span><span class="comment">    /// \brief Updates the strategy parameters based on the supplied offspring population.</span></div>
<div class="line"><a id="l00217" name="l00217"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a2d4013411242e9bb5f6c4aa943242817">  217</a></span><span class="comment"></span>    <a class="code hl_define" href="_d_l_l_support_8h.html#a54b73283f7f70b27fbd8ac5d4621827f" title="Defines SHARK_COMPILE_DLL.">SHARK_EXPORT_SYMBOL</a> <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a2d4013411242e9bb5f6c4aa943242817" title="Updates the strategy parameters based on the supplied offspring population.">updatePopulation</a>( std::vector&lt;IndividualType &gt; <span class="keyword">const</span>&amp; offspring ) ;</div>
<div class="line"><a id="l00218" name="l00218"></a><span class="lineno">  218</span> </div>
<div class="line"><a id="l00219" name="l00219"></a><span class="lineno"><a class="line" href="classshark_1_1_c_m_a.html#a862a084a4facd795a1f99267c4c4e1e1">  219</a></span>    <a class="code hl_define" href="_d_l_l_support_8h.html#a54b73283f7f70b27fbd8ac5d4621827f" title="Defines SHARK_COMPILE_DLL.">SHARK_EXPORT_SYMBOL</a>  <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_c_m_a.html#a862a084a4facd795a1f99267c4c4e1e1">doInit</a>(</div>
<div class="line"><a id="l00220" name="l00220"></a><span class="lineno">  220</span>        std::vector&lt;SearchPointType&gt; <span class="keyword">const</span>&amp; points,</div>
<div class="line"><a id="l00221" name="l00221"></a><span class="lineno">  221</span>        std::vector&lt;ResultType&gt; <span class="keyword">const</span>&amp; functionValues,</div>
<div class="line"><a id="l00222" name="l00222"></a><span class="lineno">  222</span>        std::size_t <a class="code hl_function" href="classshark_1_1_c_m_a.html#a7beed1a597007c62fe9e397c5e6ea6f6" title="Returns a immutable reference to the size of the offspring population .">lambda</a>,</div>
<div class="line"><a id="l00223" name="l00223"></a><span class="lineno">  223</span>        std::size_t <a class="code hl_function" href="classshark_1_1_c_m_a.html#a5c5cd3173b9aef38c6e113517bd8b3d6" title="Returns the size of the parent population .">mu</a>,</div>
<div class="line"><a id="l00224" name="l00224"></a><span class="lineno">  224</span>        <span class="keywordtype">double</span> initialSigma</div>
<div class="line"><a id="l00225" name="l00225"></a><span class="lineno">  225</span>    );</div>
<div class="line"><a id="l00226" name="l00226"></a><span class="lineno">  226</span><span class="keyword">private</span>:</div>
<div class="line"><a id="l00227" name="l00227"></a><span class="lineno">  227</span> </div>
<div class="line"><a id="l00228" name="l00228"></a><span class="lineno">  228</span>    std::size_t m_numberOfVariables; <span class="comment">///&lt; Stores the dimensionality of the search space.</span></div>
<div class="line"><a id="l00229" name="l00229"></a><span class="lineno">  229</span>    std::size_t m_mu; <span class="comment">///&lt; The size of the parent population.</span></div>
<div class="line"><a id="l00230" name="l00230"></a><span class="lineno">  230</span>    std::size_t m_lambda; <span class="comment">///&lt; The size of the offspring population, needs to be larger than mu.</span></div>
<div class="line"><a id="l00231" name="l00231"></a><span class="lineno">  231</span> </div>
<div class="line"><a id="l00232" name="l00232"></a><span class="lineno">  232</span>    <span class="keywordtype">bool</span> m_userSetMu; <span class="comment">/// &lt;The user set a value via setMu, do not overwrite with default</span></div>
<div class="line"><a id="l00233" name="l00233"></a><span class="lineno">  233</span>    <span class="keywordtype">bool</span> m_userSetLambda; <span class="comment">/// &lt;The user set a value via setMu, do not overwrite with default</span></div>
<div class="line"><a id="l00234" name="l00234"></a><span class="lineno">  234</span>    <span class="keywordtype">double</span> m_initSigma; <span class="comment">///&lt; use provided initial value of sigma&lt;=0 =&gt;algorithm chooses</span></div>
<div class="line"><a id="l00235" name="l00235"></a><span class="lineno">  235</span> </div>
<div class="line"><a id="l00236" name="l00236"></a><span class="lineno">  236</span>    <a class="code hl_enumeration" href="classshark_1_1_c_m_a.html#aafbd8e245dd9f8aad0e0e597557c9eb3" title="Models the recombination type.">RecombinationType</a> m_recombinationType; <span class="comment">///&lt; Stores the recombination type.</span></div>
<div class="line"><a id="l00237" name="l00237"></a><span class="lineno">  237</span> </div>
<div class="line"><a id="l00238" name="l00238"></a><span class="lineno">  238</span>    </div>
<div class="line"><a id="l00239" name="l00239"></a><span class="lineno">  239</span>    <span class="keywordtype">double</span> m_sigma;</div>
<div class="line"><a id="l00240" name="l00240"></a><span class="lineno">  240</span>    <span class="keywordtype">double</span> m_cC; </div>
<div class="line"><a id="l00241" name="l00241"></a><span class="lineno">  241</span>    <span class="keywordtype">double</span> m_c1; </div>
<div class="line"><a id="l00242" name="l00242"></a><span class="lineno">  242</span>    <span class="keywordtype">double</span> m_cMu; </div>
<div class="line"><a id="l00243" name="l00243"></a><span class="lineno">  243</span>    <span class="keywordtype">double</span> m_cSigma;</div>
<div class="line"><a id="l00244" name="l00244"></a><span class="lineno">  244</span>    <span class="keywordtype">double</span> m_dSigma;</div>
<div class="line"><a id="l00245" name="l00245"></a><span class="lineno">  245</span>    <span class="keywordtype">double</span> m_muEff;</div>
<div class="line"><a id="l00246" name="l00246"></a><span class="lineno">  246</span> </div>
<div class="line"><a id="l00247" name="l00247"></a><span class="lineno">  247</span>    <span class="keywordtype">double</span> m_lowerBound;</div>
<div class="line"><a id="l00248" name="l00248"></a><span class="lineno">  248</span> </div>
<div class="line"><a id="l00249" name="l00249"></a><span class="lineno">  249</span>    RealVector m_mean;</div>
<div class="line"><a id="l00250" name="l00250"></a><span class="lineno">  250</span>    RealVector m_weights;</div>
<div class="line"><a id="l00251" name="l00251"></a><span class="lineno">  251</span> </div>
<div class="line"><a id="l00252" name="l00252"></a><span class="lineno">  252</span>    RealVector m_evolutionPathC;</div>
<div class="line"><a id="l00253" name="l00253"></a><span class="lineno">  253</span>    RealVector m_evolutionPathSigma;</div>
<div class="line"><a id="l00254" name="l00254"></a><span class="lineno">  254</span> </div>
<div class="line"><a id="l00255" name="l00255"></a><span class="lineno">  255</span>    std::size_t m_counter; <span class="comment">///&lt; counter for generations</span></div>
<div class="line"><a id="l00256" name="l00256"></a><span class="lineno">  256</span>    </div>
<div class="line"><a id="l00257" name="l00257"></a><span class="lineno">  257</span>    std::size_t m_numEvaluations;</div>
<div class="line"><a id="l00258" name="l00258"></a><span class="lineno">  258</span>    <span class="keywordtype">double</span> m_numEvalIncreaseFactor;</div>
<div class="line"><a id="l00259" name="l00259"></a><span class="lineno">  259</span>    <span class="keywordtype">double</span> m_rLambda;</div>
<div class="line"><a id="l00260" name="l00260"></a><span class="lineno">  260</span>    <span class="keywordtype">double</span> m_rankChangeQuantile;</div>
<div class="line"><a id="l00261" name="l00261"></a><span class="lineno">  261</span> </div>
<div class="line"><a id="l00262" name="l00262"></a><span class="lineno">  262</span>    <a class="code hl_class" href="classshark_1_1_multi_variate_normal_distribution.html" title="Implements a multi-variate normal distribution with zero mean.">MultiVariateNormalDistribution</a> m_mutationDistribution;</div>
<div class="line"><a id="l00263" name="l00263"></a><span class="lineno">  263</span>    random::rng_type* mpe_rng;</div>
<div class="line"><a id="l00264" name="l00264"></a><span class="lineno">  264</span>};</div>
</div>
<div class="line"><a id="l00265" name="l00265"></a><span class="lineno">  265</span>}</div>
<div class="line"><a id="l00266" name="l00266"></a><span class="lineno">  266</span> </div>
<div class="line"><a id="l00267" name="l00267"></a><span class="lineno">  267</span><span class="preprocessor">#endif</span></div>
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